Access Statistics for Daniel Sevcovic

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation 0 0 0 23 1 4 9 136
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis 0 0 0 24 0 3 4 89
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option 0 0 0 20 1 4 6 67
Early exercise boundary for American type of floating strike Asian option and its numerical approximation 0 0 0 36 0 2 18 166
On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures 0 0 0 25 0 4 8 124
On the singular limit of solutions to the CIR interest rate model with stochastic volatility 0 0 0 16 1 2 5 64
Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations 0 0 0 15 1 7 11 85
Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management 0 0 0 18 0 0 3 76
Total Working Papers 0 0 0 177 4 26 64 807


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System 0 0 2 55 1 8 25 364
Total Journal Articles 0 0 2 55 1 8 25 364


Statistics updated 2026-07-10